| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,646.50 |
2,594.00 |
-52.50 |
-2.0% |
2,625.00 |
| High |
2,648.75 |
2,613.75 |
-35.00 |
-1.3% |
2,686.50 |
| Low |
2,594.00 |
2,530.50 |
-63.50 |
-2.4% |
2,583.00 |
| Close |
2,602.00 |
2,552.50 |
-49.50 |
-1.9% |
2,602.00 |
| Range |
54.75 |
83.25 |
28.50 |
52.1% |
103.50 |
| ATR |
54.29 |
56.36 |
2.07 |
3.8% |
0.00 |
| Volume |
1,664,325 |
1,602,680 |
-61,645 |
-3.7% |
10,438,234 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.25 |
2,767.25 |
2,598.25 |
|
| R3 |
2,732.00 |
2,684.00 |
2,575.50 |
|
| R2 |
2,648.75 |
2,648.75 |
2,567.75 |
|
| R1 |
2,600.75 |
2,600.75 |
2,560.25 |
2,583.00 |
| PP |
2,565.50 |
2,565.50 |
2,565.50 |
2,556.75 |
| S1 |
2,517.50 |
2,517.50 |
2,544.75 |
2,500.00 |
| S2 |
2,482.25 |
2,482.25 |
2,537.25 |
|
| S3 |
2,399.00 |
2,434.25 |
2,529.50 |
|
| S4 |
2,315.75 |
2,351.00 |
2,506.75 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.25 |
2,871.75 |
2,659.00 |
|
| R3 |
2,830.75 |
2,768.25 |
2,630.50 |
|
| R2 |
2,727.25 |
2,727.25 |
2,621.00 |
|
| R1 |
2,664.75 |
2,664.75 |
2,611.50 |
2,644.25 |
| PP |
2,623.75 |
2,623.75 |
2,623.75 |
2,613.50 |
| S1 |
2,561.25 |
2,561.25 |
2,592.50 |
2,540.75 |
| S2 |
2,520.25 |
2,520.25 |
2,583.00 |
|
| S3 |
2,416.75 |
2,457.75 |
2,573.50 |
|
| S4 |
2,313.25 |
2,354.25 |
2,545.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,686.50 |
2,530.50 |
156.00 |
6.1% |
56.75 |
2.2% |
14% |
False |
True |
1,895,311 |
| 10 |
2,790.50 |
2,530.50 |
260.00 |
10.2% |
64.50 |
2.5% |
8% |
False |
True |
1,831,481 |
| 20 |
2,814.00 |
2,530.50 |
283.50 |
11.1% |
54.75 |
2.1% |
8% |
False |
True |
1,739,082 |
| 40 |
2,818.00 |
2,530.50 |
287.50 |
11.3% |
55.50 |
2.2% |
8% |
False |
True |
1,956,182 |
| 60 |
2,944.75 |
2,530.50 |
414.25 |
16.2% |
50.50 |
2.0% |
5% |
False |
True |
1,934,315 |
| 80 |
2,947.00 |
2,530.50 |
416.50 |
16.3% |
43.00 |
1.7% |
5% |
False |
True |
1,582,992 |
| 100 |
2,947.00 |
2,530.50 |
416.50 |
16.3% |
38.75 |
1.5% |
5% |
False |
True |
1,267,093 |
| 120 |
2,947.00 |
2,530.50 |
416.50 |
16.3% |
36.25 |
1.4% |
5% |
False |
True |
1,056,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.50 |
|
2.618 |
2,831.75 |
|
1.618 |
2,748.50 |
|
1.000 |
2,697.00 |
|
0.618 |
2,665.25 |
|
HIGH |
2,613.75 |
|
0.618 |
2,582.00 |
|
0.500 |
2,572.00 |
|
0.382 |
2,562.25 |
|
LOW |
2,530.50 |
|
0.618 |
2,479.00 |
|
1.000 |
2,447.25 |
|
1.618 |
2,395.75 |
|
2.618 |
2,312.50 |
|
4.250 |
2,176.75 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.00 |
2,600.75 |
| PP |
2,565.50 |
2,584.75 |
| S1 |
2,559.00 |
2,568.50 |
|